CAT implied volatility

CAT implied volatility: the term structure across expirations and the front expiry's smile by strike.

• CAT options traded $5.64M in premium on 2026-11-02: $2.93M in calls and $2.71M in puts, a net bearish lean of $467.44K.
• Put/call ratio 0.92, implied volatility 46.1%.
• Options price a move of about ±$38.29 by 2026-11-06.
• Max pain for 2026-11-06 is $650.0.

Updated 2026-11-02 18:27 UTC